+412.9%
XLF vs DE
+7,702.1%
-7,289.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -1.0% | -3.0% | +2.0% | +0.4% |
| 30D | -1.3% | +11.1% | -12.4% | -6.4% |
| 3M | +9.1% | +17.6% | -8.5% | +0.3% |
| 6M | +14.4% | +13.6% | +0.8% | +6.1% |
| YTD | +5.1% | +46.3% | -41.2% | -14.4% |
| 1Y | +8.6% | +44.2% | -35.5% | -11.2% |
| 3Y | +74.4% | +76.6% | -2.1% | +26.2% |
| 5Y | +64.4% | +98.2% | -33.9% | +8.1% |
| 10Y | +251.6% | +863.5% | -611.9% | +3.3% |
| All | +412.9% | +7,702.1% | -7,289.2% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling